Dear stata-users,
Could someone please help me with the following: I have a variable called hlthlog and I create the lag of hlthlog for 15 values (so 15 lags in total). For each lag, I would like to calculate the correlation between this variable and hlthlog. That is (the lower left element of the correlation matrix). Now I would like to store each of these correlations and plot them in a graph to see how the correlation changes as I increase the lag. My code so far is below but I have no idea how to continue.
Any suggestions would be greatly appreciated.
Best,
Floor
Could someone please help me with the following: I have a variable called hlthlog and I create the lag of hlthlog for 15 values (so 15 lags in total). For each lag, I would like to calculate the correlation between this variable and hlthlog. That is (the lower left element of the correlation matrix). Now I would like to store each of these correlations and plot them in a graph to see how the correlation changes as I increase the lag. My code so far is below but I have no idea how to continue.
Any suggestions would be greatly appreciated.
Best,
Floor
Code:
gen hlthabs = abs(hlthlog)
forvalues i= 1 / 15 {
gen hlthlog`i' = abs(hlthlog[_n+`i'])
corr hlthlog`i' hlthabs
}
Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float hlthlog
.009653257
.0012991556
.002297359
.003294567
.009058844
-.002803927
-.0017014467
.0021975834
.005683817
.0008995953
-.0045101554
.002297359
.003792798
-.007830579
-.005716307
-.005213567
-.006823225
.005286004
-.003305457
.004390348
-.0013008456
.0010993954
.004788517
.0009995004
.00039992
.007174204
.010544213
-.0044097085
-.0008003202
.008662373
-.00040008
.001798382
-.01015135
.00049987505
-.010252376
-.006823225
.005783245
.011533235
-.0019018073
.007868959
-.0010005004
-.00040008
.007074913
.0026963616
-.003004509
.00019998
.000299955
.005087039
.00995033
-.003506139
.0045894524
.005385472
.002995509
.000299955
.005683817
-.006923915
-.0023026492
-.006420568
-.003807238
.005882663
.005087039
-.00060018
-.0020020027
-.0040080217
.00249688
-.002803927
-.0009004053
.00039992
.01469155
.004888034
.000099995
-.003807238
-.002603386
-.00040008
-.0044097085
.006478966
.0011992805
-.006319929
-.011060948
-.011971372
-.008939842
.02039069
.0015987214
-.008939842
.003095205
.007571266
-.004811557
-.00471108
-.003706862
.001399021
-.007326776
.007472015
.0011992805
.008662373
.0016985567
-.002703652
.0042907814
.005087039
-.00050012505
-.005012542
end
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